Related papers: Synchronization analysis between exchange rates on…
We propose a novel approach that allows to calculate Hilbert transform based complex correlation for unevenly spaced data. This method is especially suitable for high frequency trading data, which are of a particular interest in finance.…
This study investigates empirically whether the degree of stock market efficiency is related to the prediction power of future price change using the indices of twenty seven stock markets. Efficiency refers to weak-form efficient market…
Two neural networks which are trained on their mutual output bits are analysed using methods of statistical physics. The exact solution of the dynamics of the two weight vectors shows a novel phenomenon: The networks synchronize to a state…
Phase synchronization refers to a kind of collective phenomenon that the phase difference between two or more systems is locked, and it has widely been investigated between systems with the identical physical properties, such as the…
We report experimental studies of synchronization phenomena in a pair of biological neurons that interact through naturally occurring, electrical coupling. When these neurons generate irregular bursts of spikes, the natural coupling…
This paper investigates an expected average error for distributed averaging problems under asynchronous updates. The asynchronism in this context implies no existence of a global clock as well as random characteristics in communication…
The evolution of the probability distributions of Japan and US major market indices, NIKKEI 225 and NASDAQ composite index, and $JPY/DEM$ and $DEM/USD$ currency exchange rates is described by means of the Fokker-Planck equation (FPE). In…
The so called "globalization" process (i.e. the inexorable integration of markets, currencies, nation-states, technologies and the intensification of consciousness of the world as a whole) has a behavior exactly equivalent to a system that…
Spontaneous synchronization has long served as a paradigm for behavioral uniformity that can emerge from interactions in complex systems. When the interacting entities are identical and their coupling patterns are also identical, the…
Symmetries are ubiquitous in network systems and have profound impacts on the observable dynamics. At the most fundamental level, many synchronization patterns are induced by underlying network symmetry, and a high degree of symmetry is…
We characterize the synchronization of an array of coupled chaotic elements as a phase transition where order parameters related to the joint probability at two sites obey power laws versus the mutual coupling strength; the phase transition…
We investigate the processes of synchronization and phase ordering in a system of globally coupled maps possessing bistable, chaotic local dynamics. The stability boundaries of the synchronized states are determined on the space of…
The formation of price in a financial market is modelled as a chain of Ising spin with three fundamental figures of trading. We investigate the time behaviour of the model, and we compare the results with the real EURO/USD change rate. By…
The current algorithms are based on linear model, for example, Precision Time Protocol (PTP) which requires frequent synchronization in order to handle the effects of clock frequency drift. This paper introduces a nonlinear approach to…
The functional significance of correlations between action potentials of neurons is still a matter of vivid debates. In particular it is presently unclear how much synchrony is caused by afferent synchronized events and how much is…
We show that time-dependent fluctuations $\{\Delta x\}$ in foreign exchange rates are accurately described by a random walk in a complex plane that is demarcated into the gain (+) and loss (-) sectors. $\{\Delta x\}$ is the outcome of $N$…
We investigate collective synchronization in a system of coupled oscillators on small-world networks. The order parameters which measure synchronization of phases and frequencies are introduced and analyzed by means of dynamic simulations…
When modeling the classical Kuramoto model, one of the key features is the tendency to synchronize. Accordingly, the most well-adopted choice of the coupling function is the sine function. Due to the oddness of the sine function, the…
This paper presents the way in which can be determined the exchange rates that simultaneously balance the trade balances of all countries that trade with each other within a common market. A mathematical synthesis between the theory of…
A form of "remote synchronization" was recently described wherein amplitude fluctuations across a ring of non-identical, non-linear electronic oscillators become entrained into spatially-structured patterns. According to linear models and…